NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
3.639 |
3.710 |
0.071 |
2.0% |
3.620 |
| High |
3.700 |
3.710 |
0.010 |
0.3% |
3.700 |
| Low |
3.607 |
3.596 |
-0.011 |
-0.3% |
3.601 |
| Close |
3.700 |
3.598 |
-0.102 |
-2.8% |
3.700 |
| Range |
0.093 |
0.114 |
0.021 |
22.6% |
0.099 |
| ATR |
0.073 |
0.076 |
0.003 |
4.0% |
0.000 |
| Volume |
2,784 |
2,920 |
136 |
4.9% |
7,649 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.977 |
3.901 |
3.661 |
|
| R3 |
3.863 |
3.787 |
3.629 |
|
| R2 |
3.749 |
3.749 |
3.619 |
|
| R1 |
3.673 |
3.673 |
3.608 |
3.654 |
| PP |
3.635 |
3.635 |
3.635 |
3.625 |
| S1 |
3.559 |
3.559 |
3.588 |
3.540 |
| S2 |
3.521 |
3.521 |
3.577 |
|
| S3 |
3.407 |
3.445 |
3.567 |
|
| S4 |
3.293 |
3.331 |
3.535 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.964 |
3.931 |
3.754 |
|
| R3 |
3.865 |
3.832 |
3.727 |
|
| R2 |
3.766 |
3.766 |
3.718 |
|
| R1 |
3.733 |
3.733 |
3.709 |
3.750 |
| PP |
3.667 |
3.667 |
3.667 |
3.675 |
| S1 |
3.634 |
3.634 |
3.691 |
3.651 |
| S2 |
3.568 |
3.568 |
3.682 |
|
| S3 |
3.469 |
3.535 |
3.673 |
|
| S4 |
3.370 |
3.436 |
3.646 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.195 |
|
2.618 |
4.008 |
|
1.618 |
3.894 |
|
1.000 |
3.824 |
|
0.618 |
3.780 |
|
HIGH |
3.710 |
|
0.618 |
3.666 |
|
0.500 |
3.653 |
|
0.382 |
3.640 |
|
LOW |
3.596 |
|
0.618 |
3.526 |
|
1.000 |
3.482 |
|
1.618 |
3.412 |
|
2.618 |
3.298 |
|
4.250 |
3.112 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.653 |
3.653 |
| PP |
3.635 |
3.635 |
| S1 |
3.616 |
3.616 |
|